Sale!

Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment

$9.97

Product DeliveryYou will receive download links through email.

Contact me for the proof and payment detail:

Email  : [email protected]

Skype : sellercourse102 ( John Carter )

Description

Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment

Price: $82
Sale:  $9.97

Get Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment on sellercourse.com

This product is available

You can refer to the screenshots here :

Please contact us to get free sample

Descritpion

Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial time-series models.

The remainder explores the goodness-of-fit of preference-based and no-arbitrage models of equity returns and the term structure of interest rates; equity and fixed-income derivatives prices; and the prices of defaultable securities.

Singleton addresses the restrictions on the joint distributions of asset returns and other economic variables implied by dynamic asset pricing models, as well as the interplay between model formulation and the choice of econometric estimation strategy.

For each pricing problem, he provides a comprehensive overview of the empirical evidence on goodness-of-fit, with tables and graphs that facilitate critical assessment of the current state of the relevant literatures.

As an added feature, Singleton includes throughout the book interesting tidbits of new research.

These range from empirical results (not reported elsewhere, or updated from Singleton’s previous papers) to new observations about model specification and new econometric methods for testing models.

Clear and comprehensive, the book will appeal to researchers at financial institutions as well as advanced students of economics and finance, mathematics, and science.

Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment Download, Model Specification and Econometric Assessment Download, Model Specification and Econometric Assessment Groupbuy, Model Specification and Econometric Assessment Free, Model Specification and Econometric Assessment Torrent, Model Specification and Econometric Assessment Course Download, Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment Review, Model Specification and Econometric Assessment Review

Rate this product